Rebalancing with Linear and Quadratic Costs

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Publication:4591242

DOI10.1137/15M1043406zbMath1415.91268arXiv1402.5306OpenAlexW3123077015MaRDI QIDQ4591242

Johannes Muhle-Karbe, Marko H. Weber, Ren Liu

Publication date: 13 November 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.5306




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